As of: 2026-06-29
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-07-07 | 8 | 24100.00 | 24094.69 | 12.91 | 0.0078 | 373.02 | 17.22 | HIGH |
| OK | 2026-07-14 | 15 | 24100.00 | 24120.76 | 13.11 | 0.0139 | 515.50 | 9.62 | HIGH |
| OK | 2026-07-21 | 22 | 24150.00 | 24144.01 | 13.03 | 0.0200 | 619.70 | 4.00 | HIGH |
| OK | 2026-07-28 | 29 | 24150.00 | 24161.51 | 12.95 | 0.0261 | 706.55 | 24.84 | HIGH |
| OK | 2026-08-04 | 36 | 24200.00 | 24194.43 | 12.83 | 0.0322 | 780.40 | 0.00 | LOW |
| OK | 2026-08-25 | 57 | 24250.00 | 24274.51 | 12.59 | 0.0506 | 964.88 | 51.59 | HIGH |
| OK | 2026-09-29 | 92 | 24000.00 | 24434.77 | 12.79 | 0.0806 | 1289.95 | 0.00 | LOW |
| OK | 2026-12-29 | 183 | 25000.00 | 24850.60 | 11.84 | 0.1582 | 1671.60 | 0.00 | LOW |
| REJECTED: insufficient_strikes | 2027-03-30 | 274 | 0.00 | 0.00 | N/A | 0.7509 | 0.00 | 0.00 | N/A |
| REJECTED: insufficient_strikes | 2027-06-29 | 365 | 0.00 | 0.00 | N/A | 1.0000 | 0.00 | 0.00 | N/A |